+312.0%
IVV vs NVMI
+2,574.6%
-2,262.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.6% |
| 7D | +3.3% | +16.9% | -13.6% | -0.6% |
| 30D | -2.7% | -4.3% | +1.6% | -2.0% |
| 3M | -1.7% | -19.3% | +17.6% | +2.5% |
| 6M | +3.2% | -33.6% | +36.7% | +10.6% |
| YTD | +12.0% | -0.2% | +12.2% | +7.1% |
| 1Y | +12.1% | +5.1% | +7.0% | +5.5% |
| 3Y | +78.6% | +193.2% | -114.6% | +18.9% |
| 5Y | +73.8% | +148.6% | -74.8% | +16.8% |
| All | +312.0% | +2,574.6% | -2,262.6% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling